30 research outputs found
Decentralized Estimation Using Conservative Information Extraction
No full textSensor networks consist of sensors (e.g., radar and cameras) and processing units (e.g., estimators), where in the former information extraction occurs and in the latter estimates are formed. In decentralized estimation information extracted by sensors has been pre-processed at an intermediate processing unit prior to arriving at an estimator. Pre-processing of information allows for the complexity of large systems and systems-of-systems to be significantly reduced, and also makes the sensor network robust and flexible. One of the main disadvantages of pre-processing information is that information becomes correlated. These correlations, if not handled carefully, potentially lead to underestimated uncertainties about the calculated estimates. In conservative estimation the unknown correlations are handled by ensuring that the uncertainty about an estimate is not underestimated. If this is ensured the estimate is said to be conservative. Neglecting correlations means information is double counted which in worst case implies diverging estimates with fatal consequences. While ensuring conservative estimates is the main goal, it is desirable for a conservative estimator, as for any estimator, to provide an error covariance which is as small as possible. Application areas where conservative estimation is relevant are setups where multiple agents cooperate to accomplish a common objective, e.g., target tracking, surveillance and air policing. The first part of this thesis deals with theoretical matters where the conservative linear unbiased estimation problem is formalized. This part proposes an extension of classical linear estimation theory to the conservative estimation problem. The conservative linear unbiased estimator (CLUE) is suggested as a robust and practical alternative for estimation problems where the correlations are unknown. Optimality criteria for the CLUE are provided and further investigated. It is shown that finding an optimal CLUE is more complicated than finding an optimal linear unbiased estimator in the classical version of the problem. To simplify the problem, a CLUE that is optimal under certain restrictions will also be investigated. The latter is named restricted best CLUE. An important result is a theorem that gives a closed form solution to a restricted best CLUE. Furthermore, several conservative estimation methods are described followed by an analysis of their properties. The methods are shown to be conservative and optimal under different assumptions about the underlying correlations. The second part of the thesis focuses on practical aspects of the conservative approach to decentralized estimation in configurations where the communication channel is constrained. The diagonal covariance approximation is proposed as a data reduction technique that complies with the communication constraints and if handled correctly can be shown to preserve conservative estimates. Several information selection methods are derived that can reduce the amount of data being transmitted in the communication channel. Using the information selection methods it is possible to decide what information other actors of the sensor network find useful.
The Dark Side of Decentralized Target Tracking : Unknown Correlations and Communication Constraints
No full textUsing sensors to observe real-world systems is important in many applications. A typical use case is target tracking, where sensor measurements are used to compute estimates of targets. Two of the main purposes of the estimates are to enhance situational awareness and facilitate decision-making. Hence, the estimation quality is crucial. By utilizing multiple sensors, the estimation quality can be further improved. Here, the focus is on target tracking in decentralized sensor networks, where multiple agents estimate a common set of targets. In a decentralized context, measurements undergo local preprocessing at the agent level, resulting in local estimates. These estimates are subsequently shared among the agents for estimate fusion. Sharing information leads to correlations between estimates, which in decentralized sensor networks are often unknown. In addition, there are situations where the communication capacity is constrained, such that the shared information needs to be reduced. This thesis addresses two aspects of decentralized target tracking: (i) fusion of estimates with unknown correlations; and (ii) handling of constrained communication resources. Decentralized sensor networks have unknown correlations because it is typically impossible to keep track of dependencies between estimates. A common approach in this case is to use conservative estimators, which can ensure that the true uncertainty of an estimate is not underestimated. This class of estimators is pursued here. A significant part of the thesis is dedicated to the widely-used conservative method known as covariance intersection (CI), while also describing and deriving alternative methods for CI. One major result related to aspect (i) is the conservative linear unbiased estimator (CLUE), which is proposed as a general framework for optimal conservative estimation. It is shown that several existing methods, including CI, are optimal CLUEs under different conditions. A decentralized sensor network allows for less data to be communicated compared to its centralized counterpart. Yet, there are still situations where the communication load needs to be further reduced. The communication load is mostly driven by the covariance matrices since, in this scope, estimates and covariance matrices are shared. One way to reduce the communication load is to only exchange parts of the covariance matrix. To this end, several methods are proposed that preserve conservativeness. Significant results related to aspect (ii) include several algorithms for transforming exchanged estimates into a lower-dimensional subspace. Each algorithm corresponds to a certain estimation method, and for some of the algorithms, optimality is guaranteed. Moreover, a framework is developed to enable the use of the proposed dimension-reduction techniques when only local information is available at an agent. Finally, an optimization strategy is proposed to compute dimension-reduced estimates while maintaining data association quality. Funding: VINNOVA and Saab AB through the LINK-SIC Competence Center.</p
Distributed Point-Mass Filter with Reduced Data Transfer Using Copula Theory
No full textThis paper deals with distributed Bayesian stateestimation of generally nonlinear stochastic dynamic systems. In particular, distributed point-mass filter algorithm is developed. It is comprised of a basic part that is accurate but data intense and optional step employing advanced copula theory. The optional step significantly reduces data transfer for the price of a small accuracy decrease. In the end, the developed algorithm is numerically compared to the usually employed distributed extended Kalman filter.Funding: project Improving the Quality of Internal Grant Schemes at the UWB [CZ.02.2.69/0.0/0.0/19 073/0016931, SGS-2022-022]; Industry Excellence Center LINK-SIC - VINNOVA; Saab AB</p
A Quarter Century of Covariance Intersection: Correlations Still Unknown? [Lecture Notes]
No full textOver the past two and a half decades, covariance intersection (CI) has provided a means for robust estimation in scenarios where the uncertainty information is incomplete. Estimation in distributed and decentralized data fusion (DDF) settings is typically characterized by having nonzero cross-correlations between the estimates to be merged. Mean-square-error (MSE) optimal estimators, such as the Kalman filter (KF), are limited to data fusion problems where these cross-correlations are fully known. Keeping track of cross-correlations is unfortunately not always possible. To quantify confidence in the estimate's uncertainty, the concept of conservativeness has been introduced. A conservative estimator guarantees that the computed covariance matrix is not smaller than the actual covariance matrix. It turns out that CI guarantees conservativeness for any degree of unknown cross-correlations as long as the estimates to be fused are conservative. It should be noted that, in the CI literature, the notion of covariance consistency is often used to characterize conservativeness. In this work, we use the latter term.Funding Agencies|Industry Excellence Center LINK-SIC; Swedish Governmental Agency for Innovation Systems (VINNOVA); Saab AB</p
Decentralized Data Fusion of Dimension-Reduced Estimates Using Local Information Only
No full textThis paper considers fusion of dimension-reduced estimates in a decentralized sensor network. The benefits of a decentralized sensor network include modularity, robustness and flexibility. Moreover, since preprocessed data is exchanged between the agents it allows for reduced communication. Nevertheless, in certain applications the communication load is required to be reduced even further. One way to decrease the communication load is to exchange dimension-reduced estimates instead of full estimates. Previous work on this topic assumes global availability of covariance matrices, an assumption which is not realistic in decentralized applications. Hence, in this paper we consider the problem of deriving dimension-reduced estimates using only local information. The proposed solution is based on an estimate of the information common to the network. This common information estimate is computed locally at each agent by fusion of all information that is either received or transmitted by that agent. It is shown how the common information estimate is utilized for fusion of dimension-reduced estimates using two well-known fusion methods: the Kalman fuser which is optimal under the assumption of uncorrelated estimates, and covariance intersection. One main theoretical result is that the common information estimate allows for a decorrelation procedure such that uncorrelated estimates can be maintained. This property is crucial to be able to use the Kalman fuser without double counting of information. A numerical comparison suggests that the performance degradation of using the common information estimate, compared to having local access to the actual covariance matrices computed by other agents, is relatively small.Funding: Industry Excellence Center LINK-SIC - Swedish Governmental Agency for Innovation Systems (VINNOVA); Saab AB</p
Communication Efficient Decentralized Track Fusion Using Selective Information Extraction
No full textWe consider a decentralized sensor network of multiple nodes with limited communication capability where the cross-correlations between local estimates are unknown. To reduce the bandwidth the individual nodes determine which subset of local information is the most valuable from a global perspective. Three information selection methods (ISM) are derived. The proposed ISM require no other information than the communicated estimates. The simulation evaluation shows that by using the proposed ISM it is possible to determine which subset of local information is globally most valuable such that both reduced bandwidth and high performance are achieved.Funding: Industry Excellence Center LINKSIC - Swedish Governmental Agency for Innovation Systems (VINNOVA)Vinnova; Saab AB; Swedish Research Council (VR)Swedish Research Council; Center for Industrial Information Technology at Linkoping University (CENIIT) [17.12]LINK-SI
Track-To-Track Association for Fusion of Dimension-Reduced Estimates
No full textNetwork-centric multitarget tracking under communication constraints is considered, where dimension-reduced track estimates are exchanged. Previous work on target tracking in this subfield has focused on fusion aspects only and derived optimal ways of reducing dimensionality based on fusion performance. In this work we propose a novel problem formalization where estimates are reduced based on association performance. The problem is analyzed theoretically and problem properties are derived. The theoretical analysis leads to an optimization strategy that can be used to partly preserve association quality when reducing the dimensionality of communicated estimates. The applicability of the suggested optimization strategy is demonstrated numerically in a multitarget scenario.Funding agency: 10.13039/501100018891-Saab</p
Optimal Linear Fusion of Dimension-Reduced Estimates Using Eigenvalue Optimization
No full textData fusion in a communication constrained sensor network is considered. The problem is to reduce the dimensionality of the joint state estimate without significantly decreasing the estimation performance. A method based on scalar subspace projections is derived for this purpose. We consider the cases where the estimates to be fused are: (i) uncorrelated, and (ii) correlated. It is shown how the subspaces can be derived using eigenvalue optimization. In the uncorrelated case guarantees on mean square error optimality are provided. In the correlated case an iterative algorithm based on alternating minimization is proposed. The methods are analyzed using parametrized examples. A simulation evaluation shows that the proposed method performs well both for uncorrelated and correlated estimates.Funding: Industry Excellence Center LINKSIC - Swedish Governmental Agency for Innovation Systems (VINNOVA); Saab AB; Swedish Research Council (VR); Center for Industrial Information Technology at Linkoping University (CENIIT) [17.12]</p
